Data, Signals, and Systems Data as a Signal and Correlation

Data as a Signal and Correlation Data, Signals, and Systems

Ikhlaq Sidhu Chief Scientist & Founding Director, Sutardja Center for Entrepreneurship & Technology IEOR Emerging Area Professor Award, UC Berkeley

Converting From Time Sequence Data to Features

Of course, not all data has a time property, but lets start with this type. For example( key1, value 1),( key 2, value 2)... in this case, the keys are indexed by time.

Converting From Time Sequence Data to Features

Many Types of data are signals in time

? Stock market ? Temperature ? Instrument readings

Sometimes we sample them, record at intervals of T

Continuous signals x(t)

Sampled signals (data) x(nT)

We get a list in a table, array, or vector

What we want (for now): features and characteristics

Discrete data xn = x1, x2, x3, ...

(might lose time reference)

For example: ? Means ? Variances ? Patten matches ? Changes ? accumulation ? Frequency

What is the Correlation of the table?

A

B

C

D

Leads to question:

What does it mean for one row to be similar to another?

Is what is the Correlation (A, B)

Correlation Matrix: Or how is every column related to every other column:

AA AB AC AD BA BB BC BD CA CB CC CD DA DB BC DD

Correlation and Correlation Matrices

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